\begin{tabular}{l*{9}{c}}
\hline\hline
                &\multicolumn{1}{c}{(1)}&\multicolumn{1}{c}{(2)}&\multicolumn{1}{c}{(3)}&\multicolumn{1}{c}{(4)}&\multicolumn{1}{c}{(5)}&\multicolumn{1}{c}{(6)}&\multicolumn{1}{c}{(7)}&\multicolumn{1}{c}{(8)}&\multicolumn{1}{c}{(9)}\\
                &\multicolumn{1}{c}{US}&\multicolumn{1}{c}{Sov}&\multicolumn{1}{c}{FX}&\multicolumn{1}{c}{SmallOpt}&\multicolumn{1}{c}{FwdArb}&\multicolumn{1}{c}{CDS}&\multicolumn{1}{c}{FF6}&\multicolumn{1}{c}{SmallCmNew}&\multicolumn{1}{c}{1-8}\\
\hline
Market          &      -0.190&       0.473&       1.685&       0.553&      -3.703&       0.917&       0.801&       0.666&       0.378\\
                &     (0.295)&     (0.582)&     (0.494)&     (0.425)&     (2.614)&     (0.577)&     (0.389)&     (0.912)&     (0.350)\\
[1em]
Fwd. CIP Ret. PC1&     -0.0657&     -0.0455&     -0.0709&     -0.0703&     -0.0393&      -0.101&     -0.0453&      -0.210&     -0.0485\\
                &    (0.0388)&    (0.0564)&    (0.0440)&    (0.0391)&    (0.0129)&    (0.0953)&    (0.0814)&     (0.298)&    (0.0193)\\
[1em]
Intercepts      &         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes\\
\hline
MAPE (%/mo.)    &       0.056&       0.051&       0.062&       0.057&       0.010&       0.006&       0.101&       0.073&            \\
H1 p-value      &       0.017&       0.934&       0.130&       0.866&       0.161&       0.541&       0.944&       0.830&       0.665\\
KZ p-value      &       0.000&       0.432&       0.110&       0.002&       0.030&       0.258&       0.044&       0.957&       0.000\\
N (assets)      &          11&           6&          11&          12&          13&           5&           6&           6&          70\\
N (beta, mos.)  &         126&         126&         126&         126&         126&         126&         126&         126&            \\
N (mean, mos.)  &         388&         312&         446&         300&         126&         198&        1133&         359&            \\
Converged       &           1&           1&           1&           1&           1&           1&           1&           1&           1\\
\hline\hline
\multicolumn{10}{l}{\footnotesize Standard errors in parentheses}\\
\end{tabular}
